Prep the fennel: Trim the fennel bulbs, reserving any fronds for garnish.
Slice each bulb into 1.5–2 cm wedges, keeping the core intact so the wedges hold together.
Season generously: In a bowl, toss fennel with 1–2 tablespoons olive oil, salt, pepper, and smoked paprika if using. Aim for even coverage so the fennel caramelizes well.
Heat the braai: Get your grill medium-high hot. You want strong heat for charring, but not so intense that the fennel burns before it softens.
Start the fennel: Place the wedges cut-side down.
Grill 4–5 minutes per side until well-marked and starting to soften. Move them to indirect heat to finish if needed. They should be tender with a slight bite.
Tomatoes on deck: Toss tomatoes with a drizzle of oil, salt, and pepper.
Put them in a grill-safe pan or small tray. Set on the grill until skins blister and some burst, about 5–8 minutes, stirring once.
Build the pan sauce: Add sliced garlic to the tomato pan and cook 30–60 seconds until fragrant. Stir in capers and olives.
If you like, add a splash of white wine or a teaspoon of sherry vinegar for brightness. Let it bubble briefly to meld.
Combine: Transfer grilled fennel into the tomato pan, turning gently to coat. Zest half the lemon over the top and squeeze in a little juice.
Taste and adjust salt, pepper, and heat (red pepper flakes) as needed.
Finish with herbs: Remove from the grill. Scatter chopped parsley, dill, or fennel fronds over the top. Finish with a thin stream of olive oil for shine and flavor.
Serve: Bring it to the table warm.
It’s excellent alongside grilled fish, lamb chops, or halloumi. Or pile onto crusty bread and call it dinner.